Beijing University of Aeronautics and Astronautics, 1994 - Bachelor of Science
Rensselaer Polytechnic Institute - MS in Mechanical Engineering, 2000
Stanford University - MS in Finance 2004
Series 50 Municipal Advisor Rep (2016 to Present)
With over 20 years of derivative modeling experience, Guangyu Shi spearheads BLX’s swap monitoring practice. She is nationally known in the realm of building derivative models, calculating swap mark to market values and fair market values, evaluating credit valuation adjustments pursuant to GASB 72 and ASC 820 (FASB 157), preparing derivative monitoring reports, performing hedge effective analysis under GASB 53 and ASC 815 (FASB 133), verifying periodic swap payment amounts, and providing collateral posting requirements.
Guangyu also provides analytical work to evaluate and compare the relative quality of various investment instruments via data interpretation (e.g., price, yield, stability, liquidity, investment risks, and economic influences on different investment alternatives).
She has developed specialized knowledge in GASB 53/72, ASC 815/820, and related matters and has a keen understanding of the subtle factors responsible for valuation discrepancies with counterparties. She has an excellent track-record for quickly and efficiently resolving such matters, not just for purposes of reconciling valuations, but for collateral posting requirements as well. She has identified tens of thousands of dollars in swap payment discrepancies as well as millions of dollars in swap valuation discrepancies for the benefit of our clients.
